+291.5%
C vs ITW
+191.6%
+99.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +0.3% | -2.4% | +2.6% | +2.1% |
| 30D | +2.0% | -9.5% | +11.5% | +10.3% |
| 3M | +4.4% | +6.6% | -2.3% | -1.7% |
| 6M | +28.3% | -1.8% | +30.1% | +28.8% |
| YTD | +20.5% | +9.0% | +11.5% | +10.4% |
| 1Y | +45.5% | +3.6% | +42.0% | +38.5% |
| 3Y | +274.0% | +19.4% | +254.6% | +214.7% |
| 5Y | +136.1% | +36.4% | +99.7% | +72.7% |
| All | +291.5% | +191.6% | +99.9% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling